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Supervised:
Ph.D. Theses Postdoctoral Fellow Master Theses Senior Theses
Current Students & Postdoctoral Fellows
Ph.D. Students
- Jikai Hou
- Yihong Gu
- Jinhang Chai
- Cheng Gao
- Jiawei Ge
- Shangge Tang
- Yiheng Zheng
- Xiaonan Zhu
- Yihan He
- Qishuo Yin
Postdoctoral Fellows
- Hyukjun Kwon
- Scroll down to see past postdoctoral students
Ph.D. Theses Supervised
Student | Thesis & First Employment |
---|---|
Yuling Yan, ``Statistical Learning and Optimal Decision Making under Uncertainty'', Princeton University, June, 2023. First job: MIT (PD) + University of Wisconsin at Madison | |
Mengxin Yu, ``High-dimensional Robust Statistics Inference'', Princeton University, May, 2023. First job: University of Pennsylvania (PD) | |
Bingyan Wang, ``Statistical analysis on convex and nonconvex methods for low-rank matrix recoveries", Princeton University, May, 2023. First job: D.E. Shaw First job: D.E. Shaw | |
Pierre Bayle, ``Survival analysis in distributed and high-dimensional environments and theory of cross-validation'', Princeton University, February 2023 First job: Tower Research. | |
Igor Silin, "High-dimensional statistics under covariance eigenvalue decay", Princeton University, September, 2022. First Job: Two Sigma Investments | |
Francesca Tang, "Statistical Machine Learning Meets Social Science", First Job: Princeton University, Department of Politics | |
Yongyi Guo, "Computationally and Statistically-efficient Methods in Data Science", First Job: University of Wisconsin at Madison | |
Daniel Gitelman, "Tensor methods for network analysis", First Job: Goldman Sachs | |
Zhuoran Yang, "Topics in the statistical and computational complexities of modern machine learning", First Job: Yale University | |
Lirong Xue, "Big data in financial economics", First Job: Jane Street | |
Yifeng Zhou, "Mean-variance functional estimation for optimal portfolios", First Job: Tower Research | |
Wenyan Gong, "Sparse Estimation for High-Dimensional Statistical Problems", First Job: Two Sigma Investments | |
Cong Ma, "Statistics Meets Nonconvex Optimization: Computational Efficiency and Uncertainty Quantification", First Job: University of Chicago | |
Kaizheng Wang, "Latent Variable Models: Spectral Methods and Non-convex Optimization", First Job: Columbia University | |
Thomas Patrick Pumir, "On the geometric structure of problems in statistics and optimization", First Job: Voleon Group | |
Yiqiao (Joe) Zhong, "Spectral Methods and MLE: A Modern Statistical Perspective", First Job: Stanford | |
Carson Eisenach, "Modern Optimization for Statistics and Learning", First Job: Amazon | |
Koushiki Bose, "Robust Dependence-Adjusted Methods for High Dimensional Data", First Job: Prudential Financial | |
Junwei Lu, " Combinatorial Inference for Large-Scale Data Analysis", First Job: Harvard University | |
Ziwei Zhu, "Distributed and Robust Statistical Learning", First Job: University of Cambridge and University of Michigan | |
Yuyan Wang, "Robust High-Dimensional Regression and Factor Models", First Job: Uber | |
Weichen Wang, "High-dimensional covariance learning", First Job: Two Sigma | |
Alexander Furger, "High-frequency Asset Factor Models: Applications to Covariance Matrix Estimation and Risk Management", First Job: Trade Logic Developer at Transmarket Group | |
Lucy Xia, "Statistical Methods for Complex Datasets", First Job: Stanford University, University of Virgina | |
Jiawei Yao, "Factor Models: Testing and Forecasting", First Job: Citadel | |
Wei Dai, "Statistical Methods in Finance", First Job: Dimensional Fund Advisors | |
Tracy Zheng Ke, "Inference on Large-scale Structures", First Job: University of Chicago | |
Martina Mincheva, "High-Dimensional Covariance Matrix Estimation and Financial Applications", First Job: Temple University | |
Chintan Mehta, "Rank-based Inference for Independent Component Analysis", First Job: Yale University | |
Xiaofeng Shi, "Large Portfolios' Risks and High-Dimensional Factor Models", First Job: Temasek Holdings | |
Ahmet Emre Barut, "Variable selection and prediction in high dimensional problems", First Job: George Washington University | |
Xin Tong, "Learning with asymmetry, high dimension and social networks'', First Job: University of Southern California | |
Weijie Gu, "Estimating False Discovery Proportion Under Covariance Dependence'', First Job: Morgan Stanley | |
Dacheng Xiu, "Essays in Financial Econometrics'', First Job: University of Chicago | |
Lei Qi, "Essays on the estimation of time series models", First Position: Hedge Fund | |
Jelena Bradic, "Sparse estimation and oracle properties of regularized regression with non-polynomial dimensional covariates'', First Position: University of California at San Diego | |
Yang Feng, ``High-dimensional Learning and Nonparametric Modeling'', First Position: Columbia University | |
Ke Yu,``High-frequency data based asset allocation and dynamic covariance matrix modeling'', First Position: J.P. Morgan | |
Ying Lu, ``Advance in Statistics Theory and Methods for Social Sciences'', June, 2009, University of North Carolina at Chapel Hill. First Position New York University | |
Jingjin Zhang, ``Asset Allocation with Gross Exposure Constraints and Factor Selection", Princeton University, May, 2009. First Position: Barclay Capital | |
Yue Niu, "Validation Tests and Estimation of GenewiseVariance for Microarray Data", First Position: University of Arizona | |
Clifford Lam, "Wai-Fung (Clifford) Lam, "High-dimensional profile likelihood inference and covariance matrices estimation", First Position: London School of Economics and Political Sci. | |
Jinchi Lv, "High-dimensional variable selection and covariance matrix estimation", First Position: University of Southern California | |
Yingying Fan, "Volatility matrix estimation and high-dimensional classification", First Position: University of Southern California | |
Jianzhong Lin, "Indirect inference for continuous-time diffusion process with discretely sampled observations", Chinese University of Hong Kong, August, 2004. First Position: Shanghai Jiao-tong University | |
Tao Huang, "New developments in varying-coefficient partially linear models", University of North Carolina at Chapel Hill, May 2004. First Position: University of Virgina | |
Heng Peng, "Data-analytic modeling for High-dimensional statistical problem", October 2003. First Position: Hong Kong Baptist University | |
Run-Ze Li, "High dimensional modeling via nonconcave penalized likelihood and local likelihood", University of North Carolina at Chapel Hill, April, 2000. First Position: Pennsylvania State University | |
Chunming Zhang, "Topics in Generalized Likelihood Ratio Test", University of North Carolina at Chapel Hill, April, 2000. First Position: University of Wisconsin at Madison | |
Jin-Ting Zhang, "Smoothed functional data analysis", University of North Carolina at Chapel Hill, July, 1999. First Position: National Singapore University | |
Jianwei Chen, "Local quasi-likelihood estimation and optimal Bayesian sampling plans for censoring data", Chinese University of Hong Kong, May, 1999. First Position: San Diego State Univ. | |
Wenyang Zhang, "Local polynomial fitting in nonparametric regression", Chinese University of Hong Kong, November, 1998. First Position: University of Bath. | |
Martine King, "Local likelihood and local partial likelihood in hazard regression", University of North Carolina at Chapel Hill, August, 1997. First Position: Abbott Laboratories | |
Sheng-Kuei Lin, "Test of significance when data are curves", University of North Carolina at Chapel Hill, August, 1997. | |
Mark Farmen, "The smoothed boorstrap for variable bandwidth selection and some results in nonparametric logistic regression", University of North Carolina at Chapel Hill, April, 1996. | |
Li-shang Huang, "On nonparametric estimation and goodness-of-fit", University of North Carolina at Chapel Hill, July, 1995. First Position: Florida State University | |
Ming-Yen Cheng, "On boundary effects of smooth curve estimators", University of North Carolina at Chapel Hill, April, 1994. First Position: National Taiwan University |
Postdoctoral Fellows Supervised
Postdoc | Institution |
---|---|
Soham Jana (22-24) First Institution: University of Notre Dame | |
Sohom Bhattacharya(22-23) First Institution: University of Florida | |
Debarghya Mukherjee (22-23) First Institution: Boston University | |
Zhipeng Lou (20-23) First Institution: University of Pittsburgh | |
Alexander Giessing (18-21) First Institution: University of Washington at Seattle | |
Yang Zhou (19-21) First Institution: Fudan University | |
Yi Chen (18-19) First Institution: University of California at Berkeley and NYU | |
Bai Jiang (17-19) First Institution: ByteDance Silicon Valley Research Lab | |
Krishna Balasubramanian (17-18) First Institution: University of California at Davis | |
Haolei Weng (17-18) First Institution: Michigan State University | |
Qiang Sun (15-17) First Institution: University of Toronto | |
Wenxin Zhou (15-17) First Institution: University of California at San Diego | |
Donggyu Kim (16-17) First Institution: Korean Institute of Technology | |
Yuan Ke (15-17) First Institution: Pennsylvania State University | |
Xiaolin Yang (15-17) First Institution: Amazon Inc. | |
Dong Wang (16-17) First Institution: Hong Kong University | |
Heather Battey (14-16) First Institution: Imperial College | |
Quefeng Li (13-15) First Institution: University of North Carolina at Chapel Hill | |
Dan Christina Wang (12-15) First Institution: Columbia University | |
Zhao Chen (12-14) First Institution: Pennsylvania State University | |
Lingzhou Xue (11-13) First Institution: Pennsylvania State University | |
Runlong Tang (11-13) First Institution: Virginia Institute of Technology | |
Yuan Liao (10-12) First Institution: University of Maryland | |
Michael Innerman (11-12) First Institution: Lehigh University | |
Yunbei Ma (10-12) First Institution: Southwest University of Economics and Finance | |
Anneleen Verhasselt (12-12) First Institution: Universiteit Antwerpen | |
Xu Han (09-11) First Institution: Temple University | |
Ning Hao (09-10) First Institution: University of Arizona | |
Junshao Guo (09-10) First Institution: Institute of Applied Mathematics | |
Rui Song (08-09) First Institution: Colorado State University | |
Yingying Li (08-09) First Institution: Hong Kong University of Science and Technology | |
Weiwei Wang (08-09) First Position: University of Texas | |
Qingfeng Liu (07-08) First Institution: Otaru University. | |
Sebastien De Veiga (07-08) | |
Yichao Wu (06-08) First Institution: NC State University | |
Jiancheng Jiang (06-07) First Institution: University of North Carolina, Charlott | |
Heng Peng (03-06) First Institution: Hong Kong Baptist University | |
Yong Zhou (01-01, 02-04) First Institution: Institute of Applied Mathematics | |
Chong-Qi Zhang (02-03) First Institution: Guangzhou University | |
Huazhen Lin (02-03) First Institution: Southwest University of Economics and Finance | |
Juan Gu (02-03) First Institution: Guanfa Securities |
Master Theses Supervised
Student | Masters |
---|---|
Tsz-ho Yim, "A data-driven bandwidth selector for estimating conditional density function", Chinese University of Hong Kong, June 2003. | |
Wing-Man Chan, "Estimation of value at risk using parametric regression techniques", Chinese University of Hong Kong, June 2003. | |
Wentao Yan, "Model-guided Nonparametric Option Pricing", Princeton University, May 2009. | |
Boyang Song, "Topics in Equity and Energy Risks", Princeton University, June 2014. | |
Byron Vickors, "Robust inference of risks of large portfolios", Princeton University, January 2017. | |
Lirong Xue, "Robust Analysis of Financial Big Data: Prediction of Asset Returns and Inference in Risk of Large Portfolios", Princeton University, May 2017. | |
Tiangge Huang, "Application of Merton-KMV Model with Regression Analysis and Machine Learning in Publicly-Listed Company in China", Princeton University, May 2019. | |
Henry Guanghong Fu, "Predicting Credit Risk in Consumer Loan: A Machine Learning Approach Using Multimodal Features", Princeton University, May 2020. |
Senior Theses Supervised
2024
Student | Thesis Title |
---|---|
Trisha Boonpongmanee | Using the Markov-Switching Autoregressive Model to Classify Semiconductor Regimes and Identify Inflection Points Advisor |
Kelsey Ji | Introducing Granularity to Private Equity Performance ReplicationBetween |
Peter Ng | Optimizing Asset Allocation between Equity Factors Based on Investor Sentiment Indicators |
2023
Student | Thesis Title |
---|---|
Sruti Chitluri | Exploring the Applications of Machine Learning Methods in Understanding the Nature of Active Listening Techniques in Predicting Therapeutic Outcomes |
Michelle Dai | Pricing American Options Through Model-Guided Machine Learning Incorporating Asset Characteristics and Market Environments |
2022
Student | Thesis Title |
---|---|
Qing Huang | Model Calibration and Data Augmentation for Predicting Personal Loan Performance |
Thomas "Jack" Roberts | Does the House Always Win? Using Machine Learning to Identify Profitable Opportunities in Sports Wagering Strategies |
Andre Yin | Constructing Equity Trading Stragegies Based on Macroeconomic Event Analysis |
Helena Yu | Multi-factor risk models for commodities in a regime-switching environment |
2021
Student | Thesis Title |
---|---|
Tiger Chen | The Theoretical Financialization of Betting Exchanges as an Investible Asset Class |
Alexander Engstrom | Sentimental Value: The Viability of Momentum and News Sentiment in Stock Price Prediction Models \& The Impact of Retail Investors |
Christopher Yang | Trading under Crisis: A Study of Stock Pricing in the COVID Markets |
Kevin You | Short-Term Stock Price Prediction Using High-Dimensional Techniques |
2020
Student | Thesis Title |
---|---|
Trevor Carney | A Modern Look at Hedge Fund Activism Performance and the Impact of Target Company Characteristics |
Tony Chen | Factor-adjusted regularized model selection for logistic regression in the presence of missing data |
Lencer Ogutu | Improving Accuracy of Counterfactual Estimation for Sales Forecasting Using an Ensemble of ARIMA, ANN and BSTS |
Albert Wang | Machine Learning Methods on Fundamentals and Momentum for Long-Term Long/Short Equity Trading Strategies in the High Growth Technology Sector |
2019
Student | Thesis Title |
---|---|
Timothy Lou | Improving Estimation of Factor Risk Premia via Robust Covariance Techniques |
Kate Wang | Chinese Hedge Funds: Understanding Performance with CAPM and Factor Analysis |
2018
Student | Thesis Title |
---|---|
Augstina de la Fuente | Game of Shows: Using Linear Regression and Integer Programming to Optimize Television Ratings |
Anna Erkalova | Discrimination in the criminal justice system: a mechanism for balancing misclassification by race |
Ifeyinwa Ikpeazu | Show me the money: Utilizing applied time-series to increase credit access for small and medium business in Nigeria |
Vincent Lu Xia | Equity Return Prediction with Augmented Regression and Factor Models |
Emily Huang | Deep Learning Models for Neural Encoding: Primate Retinal Response to Full-Field Binary White Noises |
2017
Student | Thesis Title |
---|---|
Catherine Hua | Trading Strategies Based on Machine Learning Predictions of Long-term Stock Price Movement in the Healthcare Industry |
Joseph Lee | Identifying factors that influence musical inclination using regularized regression methods |
Jennifer Peng | Using Differential Expression Analyses of Transcriptomes to Examine Gene Dysregulation in Autism |
Alexandra Toth | The January Effect in the U.S. Equity Market: Prevalence within Market Capitalization and Sector |
Susanna Chen Yu | Comparising normalization methods for differential expression analysis on RNA-Sequence data autism patient samples |
2016
Student | Thesis Title |
---|---|
Edward D. Xiao | Equity Portfolio Optimization using Latent Factor Models |
Sinan Zhang | An Analysis of Real Estate Investment Trust: Dynamic Correlations with Stock, Bond, Real Estate, and Consumption |
2015
Student | Thesis Title |
---|---|
Christina J Efthimion | An Examination of Stochastic Models for Crude Oil |
Joanna McPherson | There Will Be Blood: The Future of The United State鈥檚 Blood Supply |
Charlotte Lee Muller | An Empirical Analysis and Optimization of Carry and Momentum Strategies in the Foreign Exchange Market |
Liukun Wu | Vector Autoregression Analysis of the Sovereigen Credit Default Swaps Returns of Eurozone Economies |
2014
Student | Thesis Title |
---|---|
Christine Feng | Exploring the Influence of Technology M&A Through Patents, R\&D Spending, and Market Valuation |
James R. Feng | A Vector Autoregression Analysis of Quantitative Easing's Housing Sector Impacts in the United States |
Carmina Aguilar Mancenon | Leveraging Public Policy to Increase Capital Pools for Technology Startups in Turkey and Jordan |
Lucia Wang | A comparison of Modeling Techniques for Time-Varying Beta in Asia-Pacific Real Estate Investment Trusts |
2013
Student | Thesis Title |
---|---|
Michael W. Markiewicz | Exploring the Development and Use of a Multinomial Logit Model to Improve Betting Returns at Saratoga Race Course |
Qizhao Weng | False Discoveries in Exchange-Traded Fund Performances: Identifying ETFs that outperform the Market |
2012
Student | Thesis Title |
---|---|
Edgar Dobriban | Regularity Properties of Random Matrices and Applications |
Yiran Lillian Ma | Sensitivity Analysis on a Transitive-State Markov Model of Diabetes |
Natalie H. Shoup | Sustainable Energy Economics: Optimizing the Integration of Renewables in Guatemala |
Jonathan H. Wang | Explaining Credit Default Swap Premia: Analyzing the relationship between global CDS spreads and stochastically modeled corporate default probabilities |
2011
Student | Thesis Title |
---|---|
Danqi (Lily) Shen | Forecasting Unemployment Rates With Spatial Autocorrelation and Regional Heterogeneity |
Anthony T. Soroka | The Russell Reconstitution: Technical Treading Strategies |
Ivan Kleinfeld | Judging the Judges: A Study of Analysts' Performance from 2008-2010 |
2010
Student | Thesis Title |
---|---|
Nihong Chu | An investigation of factors affecting real estimate price in China |
Gillette, Paige Dyan | Excessively conservative attitudes to financial instruments and low-risk hedging: A contextual model proposed for the national budget of Trinidad and Tobago |
William Harvey | The attributes to win actions |
2009
Student | Thesis Title |
---|---|
David Laslett | A Statistical Approach to Verbal Autopsies: Methods to Enhance Performance and Accuracy |
Chiao Megan | Determinants of stock market returns in emerging markets. |
Laurissa Yee | An analysis of CDS index pricing. |
Shriya Raghavan | Comovements of high-yield bonds and equity of firms under varying market conditions. |
Collin Daniel McCarthy | Greed in Corporate America. |
Stanley Liu | Is big more beautiful in venture capital financing? |
2008
Student | Thesis Title |
---|---|
Nan Yin | Forcasting volatility: Option Implied Volatility vs. Historic High-Frequency and Low-Frequency Volatility |
Michael B. Casewell | Covariate Selection for Intensity-Based Credit Risk Models. |
2007
Student | Thesis Title |
---|---|
James S. Tate | The game behind the game: An analysis of baseball player evaluation models. |
2006
Student | Thesis Title |
---|---|
Evan Coopersmith | Asymmetric objectives & Inefficient Markets: A Non-Parametric Predictor for Baseball Games and the Evaluation of Betting Lines. |
Darius Crator | Towards an American Model: The Impact of Venture Capital Investment Characteristics on Performance: A Comparative Study of the United States, United Kingdom and Canada. |
Caroline W. Holst | Evaluating the Hedge Fund Hype: Is There a Truer Performance Profile of Hedge Funds? |
Mark C. Price | Modern Examination of Investor Sentiment Theory behind the Closed-End Fund Discount. |
2005
Student | Thesis Title |
---|---|
Elisa Cheung | Credit spread dynamics and Macro-economy: An empirical investigation. |
Cyrena Chih | An analysis of the Practical Application of Parimutuel Pricing Systems on the Foreign Exchange Market. |
Christopher Kirk | A method to March madness: Logistic regression and the NCAA tournament. |
Rodrigo J. Montoya | Stochastic modeling of the PCS Loss Index: A sensitivity analysis and its implications for catastrophe bond pricing models. |
Jenny Tsai | Migration and Institutionalized exclusion in Shanghai. |
2004
Student | Thesis Title |
---|---|
Cathy Shu | An epidemiological study on the growing problem of obesity in China. |
Edward Tsui | Evaluation and improvement of technical trading rules on the foreign exchange market. |